Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600502.2596 | 463997.5725 | 136504.6871 | 1124890.647 | 387482.3771 | 737408.27 |
Total P&L (%) | 600.5023 | 463.9976 | 136.5047 | 1124.8906 | 387.4824 | 737.4083 |
Avg Daily Profit (%) | 0.3711 | 0.2868 | 0.0844 | 0.155 | 0.098 | 0.1314 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129823 | -105258 | -116618 | -1120305 | -1109502 | -1079723 |
Profit Factor | 1.4239 | 1.6543 | 1.1929 | 1.115 | 1.0776 | 1.154 |
Total Trades | 398 | 199 | 199 | 398 | 199 | 199 |
Winning Trades | 149 | 69 | 80 | 149 | 69 | 80 |
Losing Trades | 249 | 130 | 119 | 249 | 130 | 119 |
Profitability (%) | 37.4372 | 34.6734 | 40.201 | 37.4372 | 34.6734 | 40.201 |
Ratio Avg Win / Avg Loss | 2.3795 | 3.1168 | 1.7744 | 1.8633 | 2.0302 | 1.7166 |
Largest Winning Trade | 159185 | 159185 | 43289 | 369338 | 369338 | 350838 |
Largest Losing Trade | -36078 | -21025 | -36078 | -264815 | -206027 | -264815 |
Avg Bars in Trades | 48 | 45 | 51 | 48 | 45 | 51 |
Avg Bars in Winners | 74 | 71 | 77 | 74 | 71 | 77 |
Avg Bars in Losers | 32 | 31 | 33 | 32 | 31 | 33 |
Bars Traded | 19137 | 8983 | 10154 | 19137 | 8983 | 10154 |
Profit Streak | 0 | 0 | 497.7222 | 0 | 0 | 497.7222 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311301 | 216783 | -90280 | -88076 | -201754 | -69882 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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